Global Opportunistic Total Return | Investment Strategies | Brandywine GLOBAL

Global Opportunistic Total Return

Fixed Income Portfolio Characteristics As of 12/31/2019

Characteristic Brandywine Global FWGBI
Average Quality1 A+ N/R
Average Maturity (Years) 8.46 9.34
Average Modified Duration (Years) 2.22 8.28
Average Coupon (%) 4.33 2.28
Current Yield (%) 4.07 -
Average Yield To Maturity (%) 3.54 1.01
Number of Issues 47 1,027

Quality Allocation As of 12/31/2019

Quality Rating Brandywine Global (%)
AAA 44.0
AA 2.1
A 29.5
BBB 13.1
BB or Lower 11.1
Not Rated -

Duration Allocation As of 12/31/2019

Duration Range Brandywine Global (%)
<1 Year 50.5
1-3 Years 10.8
3-7 Years 12.5
7-10 Years 8.9
10+ Years 15.1
No Duration 2.2

Region & Currency Allocation As of 12/31/2019

Region Country (%) Currency (%) FWGBI (%)
Asia-Pacific ex-Japan 4.9 22.9 2.0
Emerging Markets 40.4 44.5 2.1
Europe ex-Eurozone - 27.6 6.2
Eurozone 3.2 -0.3 30.7
Japan - - 18.4
North & Central America 50.5 5.2 40.6
Other 1.1 - -